CME Euro FX (E) Future December 2010
Trading Metrics calculated at close of trading on 09-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
1.3323 |
1.3453 |
0.0130 |
1.0% |
1.3483 |
High |
1.3379 |
1.3453 |
0.0074 |
0.6% |
1.3483 |
Low |
1.3316 |
1.3453 |
0.0137 |
1.0% |
1.3316 |
Close |
1.3348 |
1.3453 |
0.0105 |
0.8% |
1.3453 |
Range |
0.0063 |
0.0000 |
-0.0063 |
-100.0% |
0.0167 |
ATR |
0.0067 |
0.0070 |
0.0003 |
4.0% |
0.0000 |
Volume |
1 |
9 |
8 |
800.0% |
13 |
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3453 |
1.3453 |
1.3453 |
|
R3 |
1.3453 |
1.3453 |
1.3453 |
|
R2 |
1.3453 |
1.3453 |
1.3453 |
|
R1 |
1.3453 |
1.3453 |
1.3453 |
1.3453 |
PP |
1.3453 |
1.3453 |
1.3453 |
1.3453 |
S1 |
1.3453 |
1.3453 |
1.3453 |
1.3453 |
S2 |
1.3453 |
1.3453 |
1.3453 |
|
S3 |
1.3453 |
1.3453 |
1.3453 |
|
S4 |
1.3453 |
1.3453 |
1.3453 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3918 |
1.3853 |
1.3545 |
|
R3 |
1.3751 |
1.3686 |
1.3499 |
|
R2 |
1.3584 |
1.3584 |
1.3484 |
|
R1 |
1.3519 |
1.3519 |
1.3468 |
1.3468 |
PP |
1.3417 |
1.3417 |
1.3417 |
1.3392 |
S1 |
1.3352 |
1.3352 |
1.3438 |
1.3301 |
S2 |
1.3250 |
1.3250 |
1.3422 |
|
S3 |
1.3083 |
1.3185 |
1.3407 |
|
S4 |
1.2916 |
1.3018 |
1.3361 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3453 |
2.618 |
1.3453 |
1.618 |
1.3453 |
1.000 |
1.3453 |
0.618 |
1.3453 |
HIGH |
1.3453 |
0.618 |
1.3453 |
0.500 |
1.3453 |
0.382 |
1.3453 |
LOW |
1.3453 |
0.618 |
1.3453 |
1.000 |
1.3453 |
1.618 |
1.3453 |
2.618 |
1.3453 |
4.250 |
1.3453 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3453 |
1.3430 |
PP |
1.3453 |
1.3407 |
S1 |
1.3453 |
1.3385 |
|